ISSN: 1226-3192

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Journal of the Korean Statistical Society Q3 Unclaimed

Korean Statistical Society South Korea

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Journal of the Korean Statistical Society is a journal indexed in SJR in Statistics and Probability with an H index of 29. It has a price of 2190 €. It has an SJR impact factor of 0,329 and it has a best quartile of Q3. It is published in English. It has an SJR impact factor of 0,329.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy: Open Choice

Type of publications:

Publication frecuency: -

Categories: Statistics and Probability (Q3)

Price

2190 €

Inmediate OA

NPD

Embargoed OA

0 €

Non OA

Metrics

Journal of the Korean Statistical Society

0,329

SJR Impact factor

29

H Index

50

Total Docs (Last Year)

164

Total Docs (3 years)

1819

Total Refs

140

Total Cites (3 years)

163

Citable Docs (3 years)

0.87

Cites/Doc (2 years)

36.38

Ref/Doc

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Aims and Scope

Best articles by citations

Empirical likelihood for parameters in an additive partially linear errors-in-variables model with longitudinal data

Dynamic Bayesian analysis for irregularly and incompletely observed contingency tables

Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout

Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models

Approximate queue length distribution of a discriminatory processor sharing queue with impatient customers

Monitoring test for stability of copula parameter in time series

Comparison for upper tail probabilities of random series

Sensitivity analysis for ranked data

Inference in affine shape theory under elliptical models

A linear mixed model for analyzing longitudinal skew-normal responses with random dropout

Variable selection in quantile regression when the models have autoregressive errors

Variable selection in robust semiparametric modeling for longitudinal data

SHOW MORE ARTICLES

On asymptotic properties of Bayesian partially linear models

Discrete-time queue with negative customers and multiple working vacations

Robust variable selection in partially varying coefficient single-index model

A self-consistent estimator of survival function with interval-censored and left-truncated data

Infinite time interval RBSDEs with non-Lipschitz coefficients

Non-stationary quasi-likelihood and asymptotic optimality

Non-central limit theorem of the weighted power variations of Gaussian processes

Approximated sensitivity analysis in posterior predictive distribution

A note on statistical inference for differences of covariances

Hypothesis testing on the common location parameter of several shifted exponential distributions: A note

Nonparametric estimation of regression level sets using kernel plug-in estimator

General -estimation and its bootstrap